VHYAX vs. VUG
Compare and contrast key facts about Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and Vanguard Growth ETF (VUG).
VHYAX is managed by Vanguard. It was launched on Feb 7, 2019. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
VHYAX vs. VUG - Performance Comparison
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VHYAX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 3.81% | 15.39% | 17.39% | 6.68% | -0.45% | 26.08% | 1.06% | 16.67% |
VUG Vanguard Growth ETF | -9.39% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 25.11% |
Returns By Period
In the year-to-date period, VHYAX achieves a 3.81% return, which is significantly higher than VUG's -9.39% return.
VHYAX
- 1D
- 1.80%
- 1M
- -3.94%
- YTD
- 3.81%
- 6M
- 6.29%
- 1Y
- 17.97%
- 3Y*
- 15.17%
- 5Y*
- 11.00%
- 10Y*
- —
VUG
- 1D
- 1.09%
- 1M
- -4.37%
- YTD
- -9.39%
- 6M
- -8.17%
- 1Y
- 18.52%
- 3Y*
- 21.59%
- 5Y*
- 11.67%
- 10Y*
- 16.16%
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VHYAX vs. VUG - Expense Ratio Comparison
VHYAX has a 0.08% expense ratio, which is higher than VUG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VHYAX vs. VUG — Risk / Return Rank
VHYAX
VUG
VHYAX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VHYAX | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.82 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.32 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.19 | +0.50 |
Martin ratioReturn relative to average drawdown | 7.45 | 4.15 | +3.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VHYAX | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.82 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.53 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.57 | +0.08 |
Correlation
The correlation between VHYAX and VUG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VHYAX vs. VUG - Dividend Comparison
VHYAX's dividend yield for the trailing twelve months is around 2.35%, more than VUG's 0.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.35% | 2.42% | 2.72% | 3.09% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
VHYAX vs. VUG - Drawdown Comparison
The maximum VHYAX drawdown since its inception was -35.14%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VHYAX and VUG.
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Drawdown Indicators
| VHYAX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.14% | -50.68% | +15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -16.53% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -15.87% | -35.61% | +19.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -4.81% | -12.25% | +7.44% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -7.13% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 4.72% | -2.16% |
Volatility
VHYAX vs. VUG - Volatility Comparison
The current volatility for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) is 3.79%, while Vanguard Growth ETF (VUG) has a volatility of 7.12%. This indicates that VHYAX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHYAX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 7.12% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 12.70% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 22.70% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 22.22% | -8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 21.38% | -3.27% |